diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index 88478fe..f5f3761 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -44,24 +44,16 @@ exit_times = []
 
 def get_spread_history_credit(historical_option_data: pd.DataFrame, option_strat: CreditTargetStrategy) -> pd.DataFrame:
     current_date = historical_option_data.iloc[0]['quote_datetime'][:10]
-    opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))]
+    opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))].copy()
     if opening_quotes.empty:
         return None
     else:
-        opening_quotes_by_contract_type = opening_quotes[opening_quotes['option_type'] == option_strat.option_type.value]
-        short_contract_candidates = opening_quotes_by_contract_type[(opening_quotes_by_contract_type['bid'] >= (option_strat.credit_target - 1.0)) & (opening_quotes_by_contract_type['bid'] < (option_strat.credit_target + 1.0))]
-        credit_increment = 2.00
-        while short_contract_candidates.empty:
-            short_contract_candidates = opening_quotes_by_contract_type[(opening_quotes_by_contract_type['bid'] >= (option_strat.credit_target - credit_increment)) & (opening_quotes_by_contract_type['bid'] < (option_strat.credit_target + credit_increment))]
-            credit_increment += 1.00
+        opening_quotes_by_contract_type = opening_quotes[opening_quotes['option_type'] == option_strat.option_type.value].copy()
 
-        strike_candidates = {}
-        for i in range(len(short_contract_candidates)):
-            candidate = short_contract_candidates.iloc[i]
-            strike_candidates[candidate['bid']] = candidate['strike']
+        opening_quotes_by_contract_type['credit_diff'] = (opening_quotes_by_contract_type['bid'] - option_strat.credit_target).abs()
+        short_contract = opening_quotes_by_contract_type.loc[opening_quotes_by_contract_type['credit_diff'].idxmin()]
 
-        closest_bid = min(strike_candidates, key=lambda candidate_bid: abs(option_strat.credit_target - candidate_bid))
-        short_strike = strike_candidates[closest_bid]
+        short_strike = short_contract['strike']
         logging.info('Short Strike: %s', short_strike)
 
         long_strike = short_strike + (option_strat.spread_width if option_strat.option_type == OptionType.CALL else -option_strat.spread_width)
@@ -78,23 +70,16 @@ def get_spread_history_credit(historical_option_data: pd.DataFrame, option_strat
 
 def get_spread_history(historical_option_data: pd.DataFrame, option_strat: DeltaTargetStrategy) -> pd.DataFrame:
     current_date = historical_option_data.iloc[0]['quote_datetime'][:10]
-    opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))]
+    opening_quotes = historical_option_data[(historical_option_data['quote_datetime'] == (current_date + ' ' + option_strat.trade_entry_time))].copy()
     if opening_quotes.empty:
         return None
     else:
         if option_strat.option_type == OptionType.PUT:
-            short_contract_candidates = opening_quotes[(opening_quotes['delta'] > -option_strat.delta_upper_bound) & (opening_quotes['delta'] <= -option_strat.delta_lower_bound)]
+            opening_quotes['delta_diff'] = (opening_quotes['delta'] + option_strat.delta_upper_bound).abs()
+            short_contract = opening_quotes.loc[opening_quotes['delta_diff'].idxmin()]
         else:
-            short_contract_candidates = opening_quotes[(opening_quotes['delta'] < option_strat.delta_upper_bound) & (opening_quotes['delta'] >= option_strat.delta_lower_bound)]
-        delta_increment = 0.01
-        while short_contract_candidates.empty:
-            if option_strat.option_type == OptionType.PUT:
-                short_contract_candidates = opening_quotes[(opening_quotes['delta'] > (-option_strat.delta_upper_bound - delta_increment)) & (opening_quotes['delta'] <= -option_strat.delta_lower_bound)]
-            else:
-                short_contract_candidates = opening_quotes[(opening_quotes['delta'] < (option_strat.delta_upper_bound + delta_increment)) & (opening_quotes['delta'] >= option_strat.delta_lower_bound)]
-            delta_increment = delta_increment + 0.01
-        # Might return more than one, take greatest strike
-        short_contract = short_contract_candidates.iloc[-1]
+            opening_quotes['delta_diff'] = (opening_quotes['delta'] - option_strat.delta_upper_bound).abs()
+            short_contract = opening_quotes.loc[opening_quotes['delta_diff'].idxmin()]
 
         short_strike = short_contract['strike']
         logging.info('Short Strike: %s', short_strike)
@@ -179,6 +164,9 @@ def _backtest_iron_condor(
     max_drawdown = 0.0
     exit_time = '16:00:00'
 
+    current_call_spread_price = original_call_spread_price
+    current_put_spread_price = original_put_spread_price
+
     for i in range(len(call_spread_history)):
         call_spread = call_spread_history.iloc[i]
         put_spread = put_spread_history.iloc[i]
@@ -258,13 +246,13 @@ def _backtest_iron_condor(
                 max_profit = current_profit_dollars
             if current_profit_dollars < max_drawdown:
                 max_drawdown = current_profit_dollars
-    
+
     if not call_spread_stopped_out and current_call_spread_price > 0.05:
             premium_received -= current_call_spread_price
-    
+
     if not put_spread_stopped_out and current_put_spread_price > 0.05:
         premium_received -= current_put_spread_price
-    
+
     number_of_contracts = call_spread_strategy.number_of_contracts
     stop_out_fees = 0.0 # It costs money to get stopped out.
     if call_spread_stopped_out: